+63.4%
VSH vs ACM
-46.6%
+109.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.9% | -8.0% | -5.6% |
| 7D | -13.6% | +9.5% | -23.2% | -15.2% |
| 30D | -30.4% | +14.7% | -45.1% | -32.2% |
| 3M | -33.3% | -9.5% | -23.8% | -31.0% |
| 6M | -15.1% | -18.0% | +3.0% | -8.6% |
| YTD | +80.2% | -27.3% | +107.5% | +100.2% |
| 1Y | +63.4% | -47.0% | +110.4% | +93.2% |
| All | +63.4% | -46.6% | +109.9% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling